+99.6%
TXT vs EXEL
+363.4%
-263.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.6% |
| 30D | +17.1% | +17.9% | -0.8% | +13.4% |
| 3M | -2.6% | +33.3% | -35.9% | -8.0% |
| 6M | -4.6% | +46.6% | -51.1% | -11.6% |
| YTD | -0.3% | +61.0% | -61.4% | -9.7% |
| 1Y | +5.9% | +70.4% | -64.5% | -5.2% |
| 3Y | +14.4% | +236.1% | -221.7% | -12.8% |
| 5Y | +15.9% | +284.8% | -269.0% | -15.4% |
| 10Y | +99.6% | +348.4% | -248.8% | +42.0% |
| All | +99.6% | +363.4% | -263.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling